Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380159.2217 | 346474.6425 | 33684.5792 | 37797.2696 | -301032.7942 | 338830.0638 |
Total P&L (%) | 380.1592 | 346.4746 | 33.6846 | 37.7973 | -301.0328 | 338.8301 |
Avg Daily Profit (%) | 0.162 | 0.1476 | 0.0144 | 0.0137 | 0 | 0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193318 | -114716 | -82063 | -3966653 | -3563641 | -436616 |
Profit Factor | 1.7684 | 1.9271 | 1.2783 | 1.0065 | 0.9389 | 1.3707 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 61.3636 | 68.1818 | 54.5455 | 61.3636 | 68.1818 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1134 | 0.8993 | 1.0653 | 0.6337 | 0.4381 | 1.1422 |
Largest Winning Trade | 164505 | 164505 | 25395 | 876344 | 876344 | 331251 |
Largest Losing Trade | -77326 | -77326 | -41251 | -3135744 | -3135744 | -145467 |
Avg Bars in Trades | 75 | 144 | 7 | 75 | 144 | 7 |
Avg Bars in Winners | 50 | 86 | 6 | 50 | 86 | 6 |
Avg Bars in Losers | 115 | 267 | 9 | 115 | 267 | 9 |
Bars Traded | 6684 | 6339 | 345 | 6684 | 6339 | 345 |
Profit Streak | 187.9186 | 187.9186 | 294.9186 | 187.9186 | 187.9186 | 294.9186 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463767 | 285792 | -174606 | -388736 | -577774 | -106339 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "fwma", "factors": { "length": 94, "offset": 54 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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